| 更新時間： | 2025年4月28日 PM 11:57:22 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 27/02/25 | 29.050% | 23718.29 | 27.023% | 26.146% | +2.904% | 26.146% | +2.904% |
| 28/02/25 | 30.350% | 22941.32 | 30.563% | 27.180% | +3.170% | 33.431% | -3.081% |
| 03/03/25 | 28.590% | 23006.27 | 30.590% | 28.258% | +0.332% | 34.061% | -5.471% |
| 04/03/25 | 27.880% | 22941.77 | 29.359% | 28.872% | -0.992% | 34.564% | -6.684% |
| 05/03/25 | 27.230% | 23594.21 | 30.063% | 29.519% | -2.289% | 35.096% | -7.866% |
| 06/03/25 | 28.860% | 24369.71 | 31.085% | 30.332% | -1.472% | 35.813% | -6.953% |
| 07/03/25 | 28.720% | 24231.30 | 31.300% | 30.479% | -1.759% | 35.737% | -7.017% |
| 10/03/25 | 27.610% | 23783.49 | 32.115% | 30.784% | -3.174% | 35.336% | -7.726% |
| 11/03/25 | 27.660% | 23782.14 | 31.678% | 31.248% | -3.588% | 35.611% | -7.951% |
| 12/03/25 | 27.160% | 23600.31 | 31.184% | 31.472% | -4.312% | 35.608% | -8.448% |
| 13/03/25 | 26.120% | 23462.65 | 31.194% | 31.494% | -5.374% | 35.375% | -9.255% |
| 14/03/25 | 26.470% | 23959.98 | 30.212% | 31.277% | -4.807% | 34.873% | -8.403% |
| 17/03/25 | 26.770% | 24145.57 | 30.112% | 30.876% | -4.106% | 33.666% | -6.896% |
| 18/03/25 | 26.950% | 24740.57 | 30.895% | 30.719% | -3.769% | 33.243% | -6.293% |
| 19/03/25 | 25.480% | 24771.14 | 30.725% | 30.628% | -5.148% | 32.892% | -7.412% |
| 20/03/25 | 24.650% | 24219.95 | 31.095% | 30.608% | -5.958% | 32.619% | -7.969% |
| 21/03/25 | 24.110% | 23689.72 | 30.086% | 30.582% | -6.472% | 32.341% | -8.231% |
| 24/03/25 | 24.280% | 23905.56 | 29.789% | 30.518% | -6.238% | 31.520% | -7.240% |
| 25/03/25 | 23.860% | 23344.25 | 30.120% | 30.363% | -6.503% | 31.111% | -7.251% |
| 26/03/25 | 24.220% | 23483.32 | 28.979% | 30.014% | -5.794% | 30.507% | -6.287% |
| 27/03/25 | 24.480% | 23578.80 | 28.751% | 29.545% | -5.065% | 29.788% | -5.308% |
| 28/03/25 | 23.920% | 23426.60 | 25.101% | 28.548% | -4.628% | 28.548% | -4.628% |
| 31/03/25 | 24.930% | 23119.58 | 25.531% | 27.696% | -2.766% | 34.294% | -9.364% |
| 01/04/25 | 24.140% | 23206.84 | 25.404% | 26.753% | -2.613% | 32.906% | -8.766% |
| 02/04/25 | 24.180% | 23202.53 | 24.222% | 25.802% | -1.622% | 31.524% | -7.344% |
| 03/04/25 | 24.780% | 22849.81 | 22.953% | 24.642% | +0.138% | 29.905% | -5.125% |
| 07/04/25 | 47.000% | 19828.30 | 52.582% | 30.138% | +16.862% | 35.584% | +11.416% |
| 08/04/25 | 39.130% | 20127.68 | 52.563% | 35.545% | +3.585% | 41.676% | -2.546% |
| 09/04/25 | 39.770% | 20264.49 | 52.794% | 41.023% | -1.253% | 47.762% | -7.992% |
| 10/04/25 | 37.430% | 20681.78 | 53.523% | 46.883% | -9.453% | 54.200% | -16.770% |
| 11/04/25 | 39.300% | 20914.69 | 53.762% | 53.045% | -13.745% | 60.887% | -21.587% |
| 14/04/25 | 34.630% | 21417.40 | 54.404% | 53.409% | -18.779% | 59.990% | -25.360% |
| 15/04/25 | 30.470% | 21466.27 | 54.460% | 53.789% | -23.319% | 59.974% | -29.504% |
| 16/04/25 | 31.590% | 21056.98 | 54.099% | 54.050% | -22.460% | 59.821% | -28.231% |
| 17/04/25 | 30.790% | 21395.14 | 54.738% | 54.293% | -23.503% | 59.644% | -28.854% |
| 22/04/25 | 29.750% | 21562.32 | 54.150% | 54.370% | -24.620% | 57.496% | -27.746% |
| 23/04/25 | 28.620% | 22072.62 | 54.408% | 54.371% | -25.751% | 57.050% | -28.430% |
| 24/04/25 | 28.650% | 21909.76 | 54.345% | 54.348% | -25.698% | 56.580% | -27.930% |
| 25/04/25 | 28.070% | 21980.74 | 53.673% | 54.263% | -26.193% | 56.045% | -27.975% |
| 28/04/25 | 27.840% | 21971.96 | 53.631% | 54.041% | -26.201% | 54.485% | -26.645% |
| 國企指數期權引伸波幅分析 | |||||||
| 27/02/25 | 32.560% | 8734.58 | 29.959% | 29.073% | +3.487% | 29.073% | +3.487% |
| 28/02/25 | 34.360% | 8417.43 | 33.823% | 30.139% | +4.221% | 37.071% | -2.711% |
| 03/03/25 | 32.080% | 8419.69 | 33.898% | 31.306% | +0.774% | 37.735% | -5.655% |
| 04/03/25 | 31.320% | 8367.47 | 32.263% | 31.917% | -0.597% | 38.209% | -6.889% |
| 05/03/25 | 30.420% | 8630.40 | 33.110% | 32.611% | -2.191% | 38.771% | -8.351% |
| 06/03/25 | 32.210% | 8938.09 | 34.268% | 33.472% | -1.262% | 39.521% | -7.311% |
| 07/03/25 | 32.100% | 8914.03 | 34.341% | 33.576% | -1.476% | 39.368% | -7.268% |
| 10/03/25 | 30.930% | 8725.01 | 35.233% | 33.843% | -2.913% | 38.847% | -7.917% |
| 11/03/25 | 30.670% | 8755.37 | 34.567% | 34.304% | -3.634% | 39.094% | -8.424% |
| 12/03/25 | 30.250% | 8682.13 | 34.139% | 34.510% | -4.260% | 39.045% | -8.795% |
| 13/03/25 | 29.060% | 8640.61 | 33.867% | 34.430% | -5.370% | 38.672% | -9.612% |
| 14/03/25 | 29.600% | 8877.99 | 33.056% | 34.173% | -4.573% | 38.102% | -8.502% |
| 17/03/25 | 29.860% | 8928.45 | 32.887% | 33.703% | -3.843% | 36.748% | -6.888% |
| 18/03/25 | 29.810% | 9177.80 | 33.804% | 33.551% | -3.741% | 36.306% | -6.496% |
| 19/03/25 | 28.320% | 9163.67 | 33.664% | 33.456% | -5.136% | 35.929% | -7.609% |
| 20/03/25 | 27.300% | 8950.18 | 34.003% | 33.483% | -6.183% | 35.683% | -8.383% |
| 21/03/25 | 26.530% | 8742.44 | 33.117% | 33.495% | -6.965% | 35.421% | -8.891% |
| 24/03/25 | 26.880% | 8850.69 | 32.930% | 33.504% | -6.624% | 34.604% | -7.724% |
| 25/03/25 | 26.330% | 8616.05 | 33.423% | 33.427% | -7.097% | 34.251% | -7.921% |
| 26/03/25 | 26.680% | 8654.26 | 32.264% | 33.147% | -6.467% | 33.692% | -7.012% |
| 27/03/25 | 26.720% | 8677.68 | 31.823% | 32.711% | -5.991% | 32.980% | -6.260% |
| 28/03/25 | 26.250% | 8606.51 | 27.884% | 31.665% | -5.415% | 31.665% | -5.415% |
| 31/03/25 | 27.460% | 8516.55 | 28.077% | 30.694% | -3.234% | 38.005% | -10.545% |
| 01/04/25 | 26.690% | 8537.34 | 27.813% | 29.572% | -2.882% | 36.373% | -9.683% |
| 02/04/25 | 26.810% | 8531.51 | 26.390% | 28.397% | -1.587% | 34.695% | -7.885% |
| 03/04/25 | 27.600% | 8420.14 | 24.727% | 26.978% | +0.622% | 32.740% | -5.140% |
| 07/04/25 | 52.590% | 7262.72 | 55.337% | 32.469% | +20.121% | 38.336% | +14.254% |
| 08/04/25 | 44.180% | 7430.62 | 55.656% | 37.985% | +6.195% | 44.537% | -0.357% |
| 09/04/25 | 45.060% | 7535.68 | 56.191% | 43.660% | +1.400% | 50.832% | -5.772% |
| 10/04/25 | 41.790% | 7668.38 | 56.666% | 49.715% | -7.925% | 57.474% | -15.684% |
| 11/04/25 | 44.340% | 7801.51 | 57.150% | 56.200% | -11.860% | 64.509% | -20.169% |
| 14/04/25 | 39.320% | 7965.81 | 57.283% | 56.589% | -17.269% | 63.561% | -24.241% |
| 15/04/25 | 34.480% | 7982.88 | 57.346% | 56.927% | -22.447% | 63.473% | -28.993% |
| 16/04/25 | 36.070% | 7779.01 | 57.067% | 57.103% | -21.033% | 63.200% | -27.130% |
| 17/04/25 | 34.480% | 7897.44 | 57.609% | 57.291% | -22.811% | 62.938% | -28.458% |
| 22/04/25 | 33.280% | 7950.79 | 56.950% | 57.251% | -23.971% | 60.543% | -27.263% |
| 23/04/25 | 31.520% | 8116.28 | 56.972% | 57.189% | -25.669% | 60.007% | -28.487% |
| 24/04/25 | 31.890% | 8056.85 | 56.843% | 57.088% | -25.198% | 59.433% | -27.543% |
| 25/04/25 | 30.630% | 8080.54 | 56.012% | 56.877% | -26.247% | 58.746% | -28.116% |
| 28/04/25 | 30.610% | 8080.19 | 55.993% | 56.554% | -25.944% | 57.019% | -26.409% |